Spotify has a Nick Cave app. It's pretty cool. You pick a theme (Love, confessional, comic, classic, murder & mayhem, heartbreak, sex, super dark [there's no 'dark', for some reason], etc.), and if you want to you can pick another theme, and then you get a Nick-Cave-approved playlist.
I picked Love & Murder & Mayhem. 'cause of course, I needed something that would include, "Where the Wild Roses Grow". The fact that it included O'Malley's Bar was pure gravy.